# Computing the variance of each column of a matrix

In a previous blog post about computing confidence intervals for rankings, I inadvertently used the VAR function in SAS/IML 9.22, without providing equivalent functionality for those readers who are running an earlier version of SAS/IML software. (Thanks to Eric for pointing this out.)

If you are using a version of SAS/IML prior 9.22, the following module computes the variance of each column of a matrix, and correctly handles missing values in the data:

```/** Var: return sample variance of each column of a data matrix **/ /** For this module x is a matrix that contains the data **/ start Var(x); mean = x[:,]; countn = j(1, ncol(x)); /** allocate vector for counts **/ do i = 1 to ncol(x); /** count nonmissing values **/ countn[i] = sum(x[,i]^=.); /** in each column **/ end; var = (x-mean)[##,] / (countn-1); return ( var ); finish;```

This module appears in Appendix D of my book, Statistical Programming with SAS/IML Software.

tags: Data Analysis

1. Anthony Bongard
Posted April 24, 2014 at 5:06 pm | Permalink

This is calculating the variance of each column of the matrix but I am not getting any sort of output.
Is it just in my log? how to I get the variance to show up in an output/results form?

• Posted April 25, 2014 at 6:21 am | Permalink

You can print the matrix to display its contents:
v = var(x);
print v;

1. [...] to SAS/IML 9.22, statistical programmers could use a module to compute the sample variance of each column of a matrix. The VAR function is more efficient, but the results are the same. The following statement computes [...]

Rick Wicklin, PhD, is a distinguished researcher in computational statistics at SAS and is a principal developer of PROC IML and SAS/IML Studio. His areas of expertise include computational statistics, statistical graphics, statistical simulation, and modern methods in statistical data analysis. Rick is author of the books Statistical Programming with SAS/IML Software and Simulating Data with SAS.